"Object cube is not on s scene layer" error message when baking
First of, as you can see in the top left corner of your viewport, it says "Local", which means you're in an isolated mode. You probably enabled it accidentally by pressing numpad / or it was on purpose but you didn't though about getting out of it when not necessary anymore.

Anyway, start by pressing numpad / again, that may already be the solution. If not enough, you may now see your 3D view layers :



And most importantly: which one you're in, which one you have the active selection in and which ones contain objects. From that, you will quickly determine if you need to move some object around. To move some objects to another layer, simply select the objects and press M.